Quantitative Analysis and FinanceQuantitative Finance

S&P 100
S&P 500
S&P 500 Emini Future
S&P Bond Ratings
S&P Capital IQ Add-in
SABR (Stochastic Alpha Beta Rho)
SABR Volatility Model
SABS (Synthetic Asset Backed Securities)
Sale and Repurchase Agreement
Sale By Tender
Sales and Trading
Sales Desk
Sallie Mae
Sample Design
Sample Space
Sample Survey
Samples - Cluster
Sampling - Cluster
Sampling - Importance
Sampling - Latin Hypercube
Sampling - Multistage
Sampling - Non Probability
Sampling - One Stage
Sampling - Quasi Random
Sampling - Quota
Sampling - Random
Sampling - Stratified
Sampling - Systematic
Sampling Distribution
Sampling With Replacement
Sampling Without Replacement
Samurai Bonds
Sarbanes-Oxley Act
Savings Ratio
SBM (Standard Brownian Motion)
Scalar Algebra
Scalar Matrix
Scalar Multiple
Scale - Interval
Scale - Ratio
Scale Factor
Scatter Diagrams
Scenario Analysis
Schatz (Short German Bond Future)
Scheme Theory
Scholes - Merton
Scores - Norm
Scores - Z
Scrip Issue
SDE (Stochastic Differential Equation)
SDR (Special Drawing Rights)
SDR (Swap Data Repositories)
SDR Basket Currencies
SEC (Securities and Exchange Commission)
SEC Yield
Secant Method
Second Derivative
Second Order Derivatives
Second Order Equations
Second Quintiles
Secondary Calculus
Secondary Markets
Secondary Offerings - Bonus Issues
Secondary Offerings - Convertible Preferred
Secondary Offerings - Preferred Shares
Secondary Offerings - Right Issue
Secondary Offerings - Stock Split
Secondary Trading
Sector Curves
Secured Bonds
Secured Debt
Secured Notes
Secured Overnight Financing Rate (SOFR)
Secured Transaction
Securities - Bond Markets
Securities - Debt
Securities - Equities
Securities - Fixed Income
Securities - Fixed Interest
Securities and Exchange Commission (SEC)
Securities and Futures Authority (SFA)
Securities and Investment Board
Securities Lending
Securities Trading
Securitisation - ABS
Securitisation - Covered Bond
Securitisation - Credit Risk
Securitisation - Default Risk
Securitisation - MBS
Securitisation - Pass Through
Securitisation - Pay Through
Securitisation - Prepayment Risk
Securitisation - Tranches
Securitisation of Assets
Securitised Products (SP)
Security Borrowing
Security Lending
Security Markets - Money Markets
SEDUR (Short Ended Duration)
SEF (Swap Execution Facility)
Segmentation Hypothesis
Segmented Market Theory
Segregated Account
Segregated Mandate
Selection Bias
Self Discounting
Self Invested Personal Pension (SIPP)
Sell Back Differential
Sell Back Price
Sell Buy Back
Sell Buy Back vs Repo
Sell Out
Sell Price
Sell Side Firms
Selling at a Discount
Selling at a Premium
Selling Protection
Selling The Basis
Semi Annual Pay Bond
Semialgebraic Geometry
Senior Bond Holder
Senior Interest
Senior Tranches
Senior Unsecured Debt
Seniority Rules
Sensitivity of Risk
Sensitivity Stress Tests
Sensitivity to Movements
Serial Bond
Serial Months
Series - Fibonacci
Series - Fourier
Series - Geometric
Series - Power
Series - Taylor
Series 16
Series 24
Series of Real Numbers
Series Solutions
Set Theory
Set-Theoretic Topology
Settled Cash
Settlement - Cash
Settlement - Cycle
Settlement - Failed
Settlement - Net
Settlement - Partial
Settlement - T + 1
Settlement - T + 2
Settlement - T + 3
Settlement - Trade
Settlement Conventions
Settlement Date
Settlement Day
Settlement Instructions
Settlement Price
Settlement Risk
SFA (Securities and Futures Authority)
Shanghai Composite Index
Shapes - 2D
Shapes - 3D
Shapes - Dodecagon
Shapes - Geometry
Share Buy-Back
Share Capital
Share Classes
Share Consolidation
Shareholders Funds
Sharpe Measure
Sharpe Ratio
Sheaf Cohomology
Sheaf Theory
Short a Bond
Short a Call
Short a Stock
Short Bund Future (scatz)
Short Butterfly
Short Call
Short Call Spread
Short Condor
Short Cover
Short Dated Bonds
Short Dated Corporate Bonds
Short Dated Currency Forwards
Short Dated Government Bonds
Short Dates
Short Forwards
Short German Bond Future (Schatz)
Short Hedge
Short Position
Short Put
Short Put Spread
Short Rate
Short Rate Models
Short Rate Models - Black-Derman-Toy
Short Rate Models - Black-Karasinski
Short Rate Models - Chen
Short Rate Models - Cox-Ingersoll-Ross
Short Rate Models - Ho-Lee
Short Rate Models - Hull-White
Short Rate Models - Longstaff - Schwartz
Short Rate Models - Rendleman-Bartter
Short Rate Models - Roll-Geske-Whaley
Short Rate Models - Vasicek
Short Risk Reversal
Short Selling
Short Squeeze
Short Straddle
Short Strangle
Short Stubs
Short Term
Short Term Interest Rate Futures
Short Term Interest Rates - LIBOR
Short Term Interest Rates (STIR)
Short Term Investments
Shortening Duration
Shout Option
Sieve Theory
Sight Bill
Sign Test
Significance Level
Simple Basis
Simple Integral Equations
Simple Interest
Simple Mean
Simple Probability
Simple Random Sampling
Simple Yield To Maturity
Simulation - Historical
Simulation - Monte Carlo
Simultaneous Equations
Single Barrier Option
Single Currency - Euro
Single Currency Basis Swaps
Single Currency Swap
Single Curve Building
Single Index Futures
Single Index Model
Single Name - CDS
Single Operator Theory
Single Settlement
Single Stock Equity Swaps
Single Stock Futures (SSF)
Single Stock Options
Single Stock Swaps
Singular Matrix
Singular Value Decomposition (SVD)
Singularity Theory
Sinking Fund
SIPP (Self Invested Personal Pension)
SIV (Structured Investment Vehicle)
Skew - Negative
Skew - Positive
Skewed Distribution
Slang - Cable in a Lady
Slang - Carpet
Slang - Dave Allen
Slang - Desmond
Slang - Rembrandt
Slang - Ticket
Slang - Yard
Slippage Costs
SLMA (Student Loan Marketing Association)
SLN - Excel Function
SME (Subject Matter Expert)
SME Market
SMF (Stock Market Functions)
SMF Excel Add-in
Smiles - Volatility
Smooth Infinitesimal Analysis
Smoothing - Kernel
SNB (Swiss National Bank)
SNL Financial
SOFR (Secured Overnight Financing Rate)
Soft Call Provision
Soft Commodities
Soft Currencies
Softs - Futures
Solency Ratio
Solicited Trade
Solid Geometry
Solver Add-in - Excel
Solving Linear Equations
Solving Simultaneous Equations
SONIA (Sterling OverNight Index Average)
Sovereign Bonds
Sovereign Bonds - Native Currency
Sovereign Bonds - Non Native Currency
Sovereign Debt
Sovereign Debt Crisis
Sovereign Risk
Soverign Bonds - National Governments
SOX (Sarbanes Oxley Act)
SP (Securitised Products)
SPAN (Standard Portfolio Analysis of risk)
Spatial Geometry
SPE (Special Purpose Entity)
Spearman Rank Correlation Coefficient
Spearman's Rho Coefficient
Special Collateral
Special Drawing Rights (SDR)
Special Functions
Special Purchase Vehicle (SPV)
Special Purpose Entity (SPE)
Specific Collateral
Specific Risk
Spectral Geometry
Spectral Graph Theory
Spectral Theory
Speculative Dealing
Spin Off - Corporate Action
Split Capital Trusts
Spot A Week
Spot Commodity
Spot Curves
Spot Curves - Market
Spot Curves - Theoretical
Spot Deals
Spot Delta
Spot Exchange Rates
Spot Foreign Exchange
Spot Interest Rate
Spot Ladder
Spot Market
Spot Martingale Measure
Spot Next
Spot Next - Interest Rates
Spot Price
Spot Rate Curve
Spot Rate Yield Curve
Spot Rates - LIBOR
Spot Rates - Treasury
Spot Volatilities
Spot Yield Curve
Spot Yields
Spread - Asset Swap
Spread - BCDS
Spread - Bid Ask
Spread - Bonds
Spread - Cross Market
Spread - Fixed Coupons
Spread - Interpolated
Spread - Nominal
Spread - Option Adjusted
Spread - Risk Premium
Spread - Swap
Spread - Variable Coupons
Spread - Z
Spread - Zero Volatility
Spread Betting
Spread Duration
Spread Measures
Spread Measures - Option Adjusted
Spread Measures - Zero Volatility
Spread Options
Spread over Treasury benchmark (TSY)
Spread Pricing - Bonds
Spread Rate
Spread Trades
Spread Transaction
Spreadlock Swap
Spreads - Calendar
Spreads - Credit
SPV (Special Purchase Vehicle)
Square Root
Square Root of 2
Square Root of 3
SSF (Single Stock Futures)
SSI (Standing Settlement Instruction)
Stable Distributions
Stable Parentian Distributions
Stale Order
Stamp Duty
Standard & Poors Index
Standard & Poors Ratings
Standard American Options
Standard Bank Loans
Standard Brownian Motion (SBM)
Standard Deviation
Standard Deviation - Binomial Distribution
Standard Deviation - Normal Distribution
Standard Deviation - Poisson Distribution
Standard Deviation - Population
Standard Deviation - Sample
Standard Error
Standard Error of Estimate
Standard Error of the Mean (STEM)
Standard European Options
Standard Normal Distribution
Standard Normal Probability Distribution
Standard Rate Cap
Standard Rate Floor
Standard Scores
Standard Variable Rate (SVR)
Standing Settlement Instruction (SSI)
Stated Interest
State-Price Approach
Static Cash Flow Model
Static Data
Static Hedge
Static Hedging
Static vs Stochastic
Statistic List
Statistical Experiment
Statistical Functions - Excel
Statistical Hypothesis
Statistical Hypothesis Testing
Statistical Induction
Statistical Probability Models
Statistical Regression
Steepener - Curve Strategy
Steepeners - Range-Accruals
STEM (Standard Error of the Mean)
Stem and Leaf Plot
Step Up Swaps
Step Ups
Sterling - Currency
Sterling Interest Rate Options
Sterling Overnight Index Average (SONIA)
STIBOR (Stockholm Interbank Offer Rate)
Stieltjes Matrix
Stimulus Sampling
STIR (Short Term Interest Rates)
STIR Futures
Stochastic Alpha Beta Rho (SABR)
Stochastic Calculus
Stochastic Differential Equation (SDE)
Stochastic Integration
Stochastic Processes
Stochastic Variable
Stochastic Volatility
Stochastic vs Static
Stock - Equity
Stock Betas
Stock Borrowing
Stock Collateral
Stock Dividend
Stock Exchange Automated Quotation
Stock Exchange Opening Times
Stock Exchanges
Stock Index
Stock Index Futures
Stock Index Options
Stock Index Swaps
Stock Indices
Stock Lending
Stock Market
Stock Market Ratios
Stock Offering Price
Stock Option
Stock Split
Stockholm Interbank Offer Rate (STIBOR)
Stop Loss Limits
Stop Loss Orders
Storage Costs
Stoxx 50
Stoxx 600
Stoxx Europe 600 Index
STP (Straight Through Processing)
Straddle - Option
Straddle vs Call
Straddle vs Put
Straight Bond
Straight Line Interpolation
Straight Through Processing (STP)
Strategies - Alpha Neutral
Strategies - Alternative
Strategies - Global Macro
Strategies - Long Only
Strategies - Long Short
Strategies - Market Neutral
Stratified Sampling
Street Price
Stress - Historical
Stress - Parametric
Stress - Topical
Stress Testing
Stressed Debt
Stressed Value at Risk (SVAR)
Strike Calls
Strike Price
Strike Puts
Strike Rate
String Path Dependence
Strip Prices
Stripped Bonds
Strong Law of Large Numbers
Strong Markov Property
Structured Credit Products
Structured Interest Rate Derivatives
Structured Investment Vehicle (SIV)
Structured Notes
Structured Products
Structured Rates
Stub Periods
Stubs - Long
Stubs - Short
Student Loan Marketing Association)
Student Loans
Students T Distribution
Students T-Test
Style Analysis
Sub-Asset Class
Subinvestment Grade
Subordinate Debt
Subprime Lending
Subprime Loans
Subprime Mortagages
Subtraction - Maths
Subtraction Facts
Subtraction Rule
Sum of Squares
Sum Rule - Differentation
Sum Vector
Supernational Bonds
Supply and Demand
Survival Based Valuation
SVAR (Stressed Value at Risk)
SVD (Singular Value Decomposition)
SVR (Standard Variable Rate)
Swap - Basis Default
Swap - Basket Default
Swap - Extendable
Swap Curve
Swap Curve - Euro
Swap Curve - LIBOR
Swap Data Repositories (SDR)
Swap Deposits
Swap Execution Facility (SEF)
Swap Hedging
Swap Legs - Fixed
Swap Legs - Floating
Swap Pricing
Swap Rate
Swap Rate - Equilibrium
Swap Spread
Swap Spread - Par Par
Swap Spread Wideners
Swap Valuation
Swaps - Accreting
Swaps - Amortizing
Swaps - Basis
Swaps - Callable
Swaps - Cash Flow Exchange
Swaps - Commodities
Swaps - Constant Maturity
Swaps - Correlation
Swaps - Corridor
Swaps - Coupon Swap
Swaps - Crack Basis
Swaps - Cross Currency
Swaps - Cross Currency Basis
Swaps - Currency
Swaps - Currency Basis
Swaps - Deferred
Swaps - Deferred Start
Swaps - Delayed Start
Swaps - Discount Curve
Swaps - Embedded Options
Swaps - Equity
Swaps - Extendible
Swaps - Fixed Price
Swaps - Forward
Swaps - Forward Forward
Swaps - Forward Starting
Swaps - FX
Swaps - Index
Swaps - Interest Rate
Swaps - Libor in Arrears
Swaps - Locational Basis
Swaps - Off Market
Swaps - Overnight Indexed
Swaps - Pricing Curve
Swaps - Puttable
Swaps - Questions
Swaps - Roller Coaster
Swaps - Spot Starting
Swaps - Total Returns
Swaps - Variance
Swaps - Volatility
Swaptions - Amortising
Swaptions - European
SWF (Soverign Wealth Fund)
SWIFT Transfer
Swing Option
Swiss National Bank (SNB)
Switch Trade
SX5E - Euro Stoxx 50 Index
SX7E - Euro Stoxx Banks Index
SYD - Excel Function
Symbolic Languages
Symmetric Matrix
Symmetric Rule
Symmetric Spaces
Syndicated Bonds
Syndicated Facilities
Syndicated Loans
Synthetic Asset Backed Securities (SABS)
Synthetic Assets
Synthetic Bond
Synthetic CDO
Synthetic Collateralized Debt Obligations
Synthetic Convertible Notes
Synthetic Floating Rate Note
Synthetic Forward
Synthetic Inflation Linked Bonds
Synthetic Long
Synthetic Option
Synthetic Short
Synthetic Swaps
System of Linear Equations
System Repo
System Risk
Systematic Curve Trading
Systematic Risk
Systematic Sampling
Systematic Traders
Systemic Risk
Systems - Bloomberg
Systems - Capital IQ
Systems - Charles River
Systems - InvestOne
Systems - LoanIQ
Systems - Mathematica
Systems - Matlab
Systems - Misys
Systems - NAG C Libraries
Systems - NMath
Systems - Processing
Systems - Quantifier
Systems - Reuters
Systems - Risk
Systems - RiskMetrics
Systems - RogueWave
Systems - SmartStream
Systems - Sungard
Systems - Thomson
Systems - Tibco
Systems - TLM
Systems - Trading
Systems and Operations Risk
Systems of Linear Equations
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